Since it's not shown, then I guess I just can't be too sure if they really did go all the way... Maybe the author purposely didn't show the scene because he only goes down on her too... and it's been hinted that Suryeon has been visiting Yeonwoo for 2 months before she took her in. And his handler also said something about only going down on an old lady client and not go all the way.
Idk, I'm just making up theories because at the moment, so many things are left for interpretation for us to guess with the disjointed hints.
What exactly do you mean by "go all the way"? Because in chapter 3, he's clearly penetrating her from behind. That whole thing about him only doing oral with older women was before Suryeon came along and took his virginity. That’s why he told Rosa that Suryeon was his first for everything. Now, whether he was threatened, did it out of gratitude for getting him out of that life, or if it was actually love is a whole different conversation. But yeah, Yeonwu has definitely gone all the way with her. Plus, in chapter 24, Suryeon drugged him with the same stuff from the party, and by the end of the chapter, his body was covered in hickeys and bite marks. We know how he got when he took that drug at the party, so even if they never went all the way willingly, it definitely happened without consent if that’s what you’re wondering.
Ah right, I guess I really was just skimming through pages and it's been a while since I've last seen that chapter. And when it's sexy scenes between him and Suryeon, I kinda just scroll past it because the whole set up still irks me.
But whew... The mother and daughter are both wackjobs, but I can't say for sure what Yeonwoo's intentions are. If for some unknown reason he's allowing all of this to happen and is fully aware, or he was manipulated and saw Suryeon as his savior whom he has to repay with his body and devotion.
I still hope there's some bigger story to this (like crime and mystery) other than smut and a mother and daughter sharing one man.

Idk, but I have a theory his adoptive parents' deaths had something to do with Suryeon. Perhaps Yeonwoo purposely infiltrated the Lee household to find evidence against Suryeon, so he pretends to be docile. Maybe it had something to do with dirty business getting exposed, especially the exploitation and the dr*gs.
And did Suryeon and Yeonwoo went all the way? I had to backread to make sure and that scene was just Rosa's imagination (correct me if I'm wrong). The only times they're shown doing naughty stuff is only kissing or going down on her.